Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients
Work
Year: 2009
Type: article
Abstract: An efficient computational framework to solve nonlinear parabolic optimal control problems with random coefficients is presented. This framework allows us to investigate the influence of randomness or... more
Authors Alfio Borzı̀, G. von Winckel
Cites: 25
Cited by: 56
Related to: 10
FWCI: 2.263
Citation percentile (by year/subfield): 94
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green